I used Mojave in a VM and iTunes updated to current version.
Basically, I connected the iPhone 4S to the VM and made a backup, then connected the iPhone SE 2 and restored from it.
Here [1] you'll find general steps and here [2] more specific ones to migrate.
Caveats:
- in order to connect the phones you need to set the USB version of the VM to 2.0
- don't forget to Trust your (virtual) machine in the iPhones when connecting them
- got error 0xe800002d [3] when trying to restore. iTunes downloaded some update as I connected the iPhone SE 2, which apparently corrupted the last backup of the 4S, so I deleted it and did it again
- some applications like Podcasts didn't transfer as expected with all previously saved podcasts, so I'll have to extract them manually from the 4S
- if you sign in with your Apple ID, iOS 13 is set to automatically upload all your photos, backup your phone, etc without asking about each service — great sense of privacy.
[1] https://support.apple.com/en-us/HT210218
[2] https://www.imore.com/how-to-transfer-data-from-old-iphone-to-new-iphone
[3] https://deciphertools.com/blog/fix-iphone-backup-corrupt/